I don't think it could happen that way since they can't find any Neandertal mt DNA in our lineage.
According to John Hawks, The lack of Neandertal MtDNA in "us" is due to selection that occured after the interbreeding :
"Selection. Selection. Selection.
...
The mtDNA of Neandertals is gone because it conferred some disadvantage. There are many reasons to suspect this -- the Neandertal variation is itself apparently recently derived; the human variation is clearly in disequilibrium, especially outside Africa; the mtDNA genes affect functions that differ greatly in Neandertal and recent populations, including energetics, longevity, and brain; there are clear signs of mtDNA selection in many recent human populations."
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